+164.7%
HLT vs RF
+47.5%
+117.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | +0.7% | +1.9% | -1.2% | -0.2% |
| 30D | +13.7% | +7.3% | +6.4% | +10.3% |
| 3M | +16.3% | -7.9% | +24.3% | +20.5% |
| 6M | +19.9% | +10.5% | +9.4% | +13.9% |
| YTD | +30.1% | +9.6% | +20.4% | +23.6% |
| 1Y | +38.5% | +20.3% | +18.2% | +26.0% |
| 3Y | +131.0% | +119.5% | +11.5% | +56.4% |
| All | +164.7% | +47.5% | +117.2% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling